+107.8%
META vs AAOI
+789.6%
-681.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.9% |
| 7D | +6.0% | +7.9% | -1.9% | +5.5% |
| 30D | +3.6% | -17.8% | +21.4% | +4.6% |
| 3M | +4.9% | -43.3% | +48.2% | +7.4% |
| 6M | -4.7% | +16.7% | -21.4% | -9.3% |
| YTD | -6.9% | +220.0% | -226.9% | -20.2% |
| 1Y | -18.2% | +372.1% | -390.3% | -33.8% |
| 3Y | +107.8% | +845.3% | -737.6% | +42.2% |
| All | +107.8% | +789.6% | -681.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AAOI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling